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Trade: SXP/USDT/480/SINWMA/KCB/6835

Strategy
SXP/USDT/480/SINWMA/KCB/6835
Pair
SXP_USDT
Interval
8h
Score
328683
Daily Profit
0.207268
Profit Factor
1.556526
Profitability
45.871560
Streak
0.000000
Best Strategy
Training Data Length
1903.330000
Evaluation Time
2025-10-05 12:55
Expiration Time
2025-12-01 12:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394500.2063 213974.5598 180525.6465 144551.3932 9316.8198 135234.5734
Total P&L (%) 394.5002 213.9746 180.5256 144.5514 9.3168 135.2346
Avg Daily Profit (%) 0.2073 0.1124 0.0948 0.047 0.0047 0.045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147461 -76154 -160219 -219124 -153169 -132040
Profit Factor 1.5565 1.5782 1.5329 1.1419 1.0169 1.2902
Total Trades 109 54 55 109 54 55
Winning Trades 50 22 28 50 22 28
Losing Trades 59 32 27 59 32 27
Profitability (%) 45.8716 40.7407 50.9091 45.8716 40.7407 50.9091
Ratio Avg Win / Avg Loss 1.8367 2.2956 1.4781 1.3475 1.4791 1.2441
Largest Winning Trade 124313 124313 57542 112517 112517 106250
Largest Losing Trade -57606 -42914 -57606 -117021 -65424 -117021
Avg Bars in Trades 51 57 45 51 57 45
Avg Bars in Winners 66 75 59 66 75 59
Avg Bars in Losers 38 44 30 38 44 30
Bars Traded 5611 3104 2507 5611 3104 2507
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328683 -223672 -244774 -195868 -737976 -312782
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5710,
    "evaluation_days": 1903.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1597248000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759658120626,
    "expiration_time": 1764584640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 71,
            "offset": 0,
            "scalar": 5
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            394500.206263851,
            213974.5597965845,
            180525.6464672664,
            144551.3931730248,
            9316.8197650462,
            135234.5734079786
        ],
        [
            394.500206,
            213.97456,
            180.525646,
            144.551393,
            9.31682,
            135.234573
        ],
        [
            0.207268,
            0.112421,
            0.094847,
            0.046995,
            0.00468,
            0.044953
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147461,
            -76154,
            -160219,
            -219124,
            -153169,
            -132040
        ],
        [
            1.556526,
            1.578195,
            1.532857,
            1.141928,
            1.016865,
            1.290184
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            45.87156,
            40.740741,
            50.909091,
            45.87156,
            40.740741,
            50.909091
        ],
        [
            1.836701,
            2.295556,
            1.478112,
            1.347475,
            1.479076,
            1.244106
        ],
        [
            124313,
            124313,
            57542,
            112517,
            112517,
            106250
        ],
        [
            -57606,
            -42914,
            -57606,
            -117021,
            -65424,
            -117021
        ],
        [
            51,
            57,
            45,
            51,
            57,
            45
        ],
        [
            66,
            75,
            59,
            66,
            75,
            59
        ],
        [
            38,
            44,
            30,
            38,
            44,
            30
        ],
        [
            5611,
            3104,
            2507,
            5611,
            3104,
            2507
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328683,
            -223672,
            -244774,
            -195868,
            -737976,
            -312782
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5710,
    "evaluation_days": 1903.33,
    "actual_first_datapoint_time": 1595232000000,
    "first_datapoint_time": 1597248000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759658120626,
    "expiration_time": 1764584640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 71,
            "offset": 0,
            "scalar": 5
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)